Commit Graph

14615 Commits (79132ebe55badf3b68a34bb0aae03806f1af4a53)

Author SHA1 Message Date
Sébastien Villemot 7542aaa59f
Preprocessor update
– Macroprocessor: various fixes for CR+LF encoding
– Macroprocessor: fix line counter inside @{} constructs
– Fix handling of undeclared variables in the planner_objective statement
– With nostrict, really ignore unused endogenous in initval/endval/histval
– No longer consider an equation of the form “x(+1) = 0” as defining x to be a
  constant
2021-11-19 18:03:33 +01:00
Stéphane Adjemian (Ryûk) c38d58b56f
Remove debugging display (growth neutrality correction).
(cherry picked from commit 238b66dfe0fd0bcb56becaf1ed96be800d90ba40)
2021-11-17 15:10:09 +01:00
Stéphane Adjemian (Ryûk) 0c9eb182c4
Cosmetic change.
This patch provide a mathematically equivalent approach to update the growth
neutrality correction.

(cherry picked from commit 980a890487cd983eba027bdec63c8a777fd793f7)
2021-11-17 15:08:29 +01:00
Stéphane Adjemian (Ryûk) d3ecfd5de7
Fix bug (growth neutrality correction).
Non zero mean exogenous variables in non optimizing part where not accounted for
due to a wrong call to `isfield` function. It is not possible to test
simultaneously the existence of a field and a subfield.

(cherry picked from commit 5a7c0fd2dda6c0ccc554994524bbefb95c29e722)
2021-11-17 15:08:12 +01:00
Stéphane Adjemian (Ryûk) 125ba21f29
Move definition of γ (share of optimizing agents) up.
(cherry picked from commit 405110a9e2e7dbcd41d0aa406986e016aa3a0dff)
2021-11-17 15:07:57 +01:00
Stéphane Adjemian (Ryûk) 39df328319
Fix bug in PAC/MCE.
Wrong ordering of the reduced form parameters in PAC/MCE auxiliary variable.

(cherry picked from commit e333e851776e4f6afeb9ab1b9536c375e91a4eba)
2021-11-17 15:04:27 +01:00
Sébastien Villemot 949db8ec50
Manual: mention the FreeBSD port
Closes: #1824
2021-11-16 17:02:13 +01:00
Sébastien Villemot bef4899a23
Manual: bump supported macOS version (from 11 to 12) 2021-11-16 17:00:14 +01:00
Sébastien Villemot f33692c79c
Manual: no longer claim Windows 7 support
Closes: #1759
2021-11-16 17:00:14 +01:00
Sébastien Villemot 2da985c434
README: tex-gyre is needed for building doc in Debian testing; instructions tested on Debian 11
[skip ci]
2021-11-13 20:39:39 +01:00
Sébastien Villemot 43ac763309
Windows package: bump to Octave 6.4.0 2021-11-09 18:15:21 +01:00
Sébastien Villemot ddbc2cdd39
Manual: document support for Octave 6.4.0 2021-11-09 18:15:11 +01:00
Sébastien Villemot 1280566bec
CI: bump to Octave 6.4.0 2021-11-09 18:12:36 +01:00
Sébastien Villemot 9e23445504
Preprocessor update
– fix error message when using pac_expectation with occbin_constraints
– various refactorings related to PAC models
2021-11-09 17:20:48 +01:00
Sébastien Villemot 1f44c78170
Merge branch 'ramsey' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1959
2021-11-09 11:02:00 +01:00
Sébastien Villemot 1cb37d3b09
Merge branch 'dynare++' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1956
2021-11-09 11:01:02 +01:00
Johannes Pfeifer 1174cad1f8 evaluate_static_model.m: provide jacobian output with bytecode
Set to NaN for block
2021-11-08 14:31:24 +01:00
Johannes Pfeifer 7cffd34b66 Ramsey: do not check static model if steady state file is present
Check will typically crash due to initialization with 0
2021-11-08 14:31:12 +01:00
Sébastien Villemot 0d69c0bbee
Merge branch 'manual' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1958
2021-11-08 12:35:21 +01:00
Sébastien Villemot f9e3132e4e
Merge branch 'dyn_ramsey_static' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1957
2021-11-08 12:23:35 +01:00
Sébastien Villemot b55d5e2d9e
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1955
2021-11-08 12:19:52 +01:00
Johannes Pfeifer d959c6e1dd manual: clarify inversion filter smoother 2021-11-07 10:10:57 +01:00
Johannes Pfeifer ce899af24d evaluate_static_model.m: provide promised output argument 2021-11-05 12:27:12 +01:00
Johannes Pfeifer 9a32720ac0 evaluate_steady_state.m: allow debugging of Ramsey equations 2021-11-05 12:22:43 +01:00
Johannes Pfeifer 8e58c190a8 Manual: fix broken reference 2021-11-05 09:18:34 +01:00
Johannes Pfeifer b1e72d531d dyn_ramsey_static.m: only read first entry of error code
May crash otherwise
2021-11-05 08:59:47 +01:00
Johannes Pfeifer 4461544efd Expand cryptic error message if a value is assigned a second time 2021-11-04 09:04:26 +01:00
Johannes Pfeifer e173ad938b evaluate_planner_objective.m: gracefully exit if decision rules are missing 2021-11-02 18:19:43 +01:00
Sébastien Villemot 3f40404bc0
Merge branch 'header' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1954
2021-10-28 10:43:32 +02:00
Sébastien Villemot c67fd57237
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1953
2021-10-28 10:42:55 +02:00
Sébastien Villemot c51318445c
Preprocessor: fix syntax error in the aux vars table section of the JSON output 2021-10-28 10:41:04 +02:00
Johannes Pfeifer f09b048c8f inverse_gamma_specification.m: correct header
[skip CI]
2021-10-27 10:13:04 +02:00
Stéphane Adjemian (Charybdis) 5e0c4272ce
Fix wrong logic in test introduced in ceb67c42c. 2021-10-26 10:24:19 +02:00
Stéphane Adjemian (Charybdis) ceb67c42c7
Add more explicit error message.
pac.print does not work in PAC/MCE equations.
2021-10-25 19:23:51 +02:00
Stéphane Adjemian (Charybdis) 4f5e0c7faa
Update preprocessor submodule (Fix for growth neutrality correction in PAC/MCE). 2021-10-25 19:22:49 +02:00
Sébastien Villemot 23fdec40f1
Merge branch 'purely_backward' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1951
2021-10-25 18:27:58 +02:00
Sébastien Villemot 1921e3c9f1
Merge branch 'steady_cell' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1952
2021-10-25 18:25:34 +02:00
Johannes Pfeifer 17a58ccec6 stochastic_solvers.m: fix bug introduced in 57bbec1f
Rely on lead_lag_incidence instead of kstate to identify states
2021-10-25 18:24:54 +02:00
Sébastien Villemot 864fa25cf6
Merge branch 'k_order_test' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1950
2021-10-25 18:08:44 +02:00
Sébastien Villemot e155c5cbb2
macOS: fix compilation of MEX files against Homebrew’s octave
It is necessary to link MEX files against Octave libraries, as under Windows.
2021-10-25 18:02:46 +02:00
Johannes Pfeifer c72d7e0ffd mode_check.m: have debug mode provide explicit message instead of just the code 2021-10-25 16:54:34 +02:00
Johannes Pfeifer 8e063f0c33 evaluate_steady_state.m: fix missed transition to cell array 2021-10-25 16:44:12 +02:00
Stéphane Adjemian (Charybdis) a5ccd0ae90
Acknowldge time_shift option in print_expectations.
Lagged information set was missing in the evaluation routine.
2021-10-24 19:32:46 +02:00
Stéphane Adjemian (Charybdis) 7f0ba33d5a
Fix doc headers (missing output). 2021-10-24 19:32:46 +02:00
Johannes Pfeifer 485c815f50 burnside_k_order.mod: fix timing logic
Did not correctly deal with loading of mex-file
2021-10-22 17:59:07 +02:00
Sébastien Villemot ebec02c6e4
local_state_space_iteration_2 MEX: yet more fixes to comments
In particular, use ε instead of u in mathematical expressions for consistency
with the C++ variable name.
2021-10-22 17:57:29 +02:00
Sébastien Villemot 356999768c
Merge branch 'planner_output' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1949
2021-10-22 17:38:28 +02:00
Sébastien Villemot 0be7e0a0d7
local_state_space_iteration_2 MEX: more fixes to comments 2021-10-21 16:34:57 +02:00
Sébastien Villemot 2ab919ebf1
Testsuite: use default number of particles when comparing performance of the various state space iteration MEX 2021-10-21 16:34:22 +02:00
Johannes Pfeifer 048e059b68 evaluate_planner_objective.m: add warning if NaN are encountered 2021-10-21 11:42:43 +02:00